+55.9%
RBLX vs CP
+19.7%
+36.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +8.0% | +0.6% | +7.4% | +7.8% |
| 30D | +20.2% | -0.5% | +20.6% | +20.2% |
| 3M | +3.5% | +0.1% | +3.5% | +3.1% |
| 6M | -28.9% | +7.8% | -36.8% | -31.4% |
| YTD | -45.1% | +22.9% | -67.9% | -49.5% |
| 1Y | -66.2% | +21.3% | -87.5% | -68.9% |
| All | +55.9% | +19.7% | +36.2% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling